Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.410990 0.454505 0.502395 0.559323 0.625557 0.700689 0.793076
2025-02-09 0.352852 0.406854 0.469908 0.549879 0.649931 0.772809 0.938096
2025-02-16 0.316810 0.377227 0.451108 0.549839 0.681085 0.853780 1.105810
2025-02-23 0.281801 0.343742 0.422200 0.531409 0.683819 0.896152 1.228602
2025-03-02 0.252320 0.313743 0.393769 0.508937 0.676338 0.921300 1.329608
2025-03-09 0.236943 0.300389 0.385465 0.512211 0.704567 1.001505 1.532608
2025-03-16 0.228332 0.295058 0.387127 0.529188 0.754639 1.123054 1.835475
2025-03-23 0.218229 0.286597 0.383262 0.537022 0.790899 1.227845 2.137570
2025-03-30 0.207988 0.276998 0.376668 0.539536 0.818234 1.321464 2.446177
2025-04-06 0.197464 0.266132 0.367132 0.536077 0.834431 1.396985 2.740422
2025-04-13 0.183530 0.249294 0.347192 0.513518 0.813568 1.396412 2.855123
2025-04-20 0.176800 0.242801 0.342730 0.516311 0.839211 1.494462 3.254924
2025-04-27 0.170688 0.237103 0.339462 0.521498 0.871518 1.616880 3.789034
2025-05-04 0.163103 0.228646 0.331114 0.516856 0.883882 1.697857 4.244944
2025-05-11 0.157535 0.222999 0.326917 0.519219 0.910741 1.819442 4.908506
2025-05-18 0.149095 0.212323 0.313644 0.503576 0.897652 1.839473 5.222958
2025-05-25 0.140513 0.201010 0.298653 0.483496 0.872628 1.824079 5.396162
2025-06-01 0.136683 0.197189 0.296165 0.487033 0.900116 1.955678 6.283759
2025-06-08 0.135206 0.197097 0.300027 0.503169 0.958520 2.190838 7.892603
2025-06-15 0.132420 0.194667 0.299597 0.510665 0.997880 2.383039 9.536335
2025-06-22 0.129046 0.191071 0.296841 0.513126 1.025364 2.547333 11.266020
2025-06-29 0.125074 0.186273 0.291619 0.509967 1.038251 2.667729 12.905513
2025-07-06 0.118838 0.177356 0.278428 0.488939 1.002230 2.607410 13.052634